/// <summary>
/// Retrieve algorithm-specific registry value.
/// </summary>
/// <param name="algo">algorithm with which the value is associated</param>
/// <param name="valueName">name of the value</param>
/// <param name="defaultValue">default value, in case it has not been assigned</param>
/// <returns></returns>
public static object GetRegistryValue(this SimulatorCore algo, string valueName, object defaultValue = null)
{
object retValue = GetRegistryValue(algo.Name, valueName);
if (retValue == null && defaultValue != null)
{
SetRegistryValue(algo.Name, valueName, defaultValue);
retValue = defaultValue;
}
return(retValue);
}
/// <summary>
/// find next bar time that is not a holiday
/// </summary>
/// <param name="sim">simulator object</param>
/// <returns>next bar time</returns>
static public DateTime NextSimTime(this SimulatorCore sim)
{
DateTime currentBarTime = sim.SimTime[0];
DateTime nextBarTime = currentBarTime;
do
{
nextBarTime += TimeSpan.FromDays(1);
} while (!IsTradingDay(nextBarTime));
return(nextBarTime);
}
/// <summary>
/// Factory method to create new data updater object, based on info dictionary.
/// </summary>
/// <param name="simulator">parent simulator</param>
/// <param name="info">info dictionary</param>
/// <returns>new data updater object</returns>
static public DataUpdater New(SimulatorCore simulator, Dictionary <DataSourceParam, string> info)
{
if (!info.ContainsKey(DataSourceParam.dataUpdater))
{
return(null);
}
string dataUpdater = info[DataSourceParam.dataUpdater].ToLower();
if (dataUpdater.Contains("iq") &&
info.ContainsKey(DataSourceParam.symbolIqfeed))
{
return(new DataUpdaterIQFeed(simulator, info));
}
if (dataUpdater.Contains("ib") &&
info.ContainsKey(DataSourceParam.symbolInteractiveBrokers))
{
return(new DataUpdaterIBOptions(simulator, info));
}
if (dataUpdater.Contains("yahoo") &&
dataUpdater.Contains("opt") &&
info.ContainsKey(DataSourceParam.symbolYahoo))
{
return(new DataUpdaterYahooOptions(simulator, info));
}
if (dataUpdater.Contains("yahoo") &&
info.ContainsKey(DataSourceParam.symbolYahoo))
{
return(new DataUpdaterYahoo(simulator, info));
}
if (dataUpdater.Contains("stooq") &&
info.ContainsKey(DataSourceParam.symbolStooq))
{
return(new DataUpdaterStooq(simulator, info));
}
if (dataUpdater.Contains("fred") &&
info.ContainsKey(DataSourceParam.symbolFred))
{
return(new DataUpdaterFred(simulator, info));
}
return(null);
}
/// <summary>
/// Create and initialize instrument. Algorithms should not create
/// instrument objects directly. Instead, the simulator engine will
/// create these objects as required, and while processing bars from
/// DataSource objects.
/// </summary>
/// <param name="simulator">parent simulator object</param>
/// <param name="source">associated data source</param>
public Instrument(SimulatorCore simulator, DataSource source)
{
Simulator = simulator;
DataSource = source;
_timeSeries = new BarSeriesAccessor <DateTime>(t => this[t].Time);
_openSeries = new BarSeriesAccessor <double>(t => this[t].Open);
_highSeries = new BarSeriesAccessor <double>(t => this[t].High);
_lowSeries = new BarSeriesAccessor <double>(t => this[t].Low);
_closeSeries = new BarSeriesAccessor <double>(t => this[t].Close);
_volumeSeries = new BarSeriesAccessor <long>(t => this[t].Volume);
_bidSeries = new BarSeriesAccessor <double>(t => this[t].Bid);
_askSeries = new BarSeriesAccessor <double>(t => this[t].Ask);
_bidVolume = new BarSeriesAccessor <long>(t => this[t].BidVolume);
_askVolume = new BarSeriesAccessor <long>(t => this[t].AskVolume);
}
/// <summary>
/// Create and initialize data updater.
/// </summary>
/// <param name="simulator">parent simulator</param>
/// <param name="info">info dictionary</param>
public DataUpdaterYahooOptions(SimulatorCore simulator, Dictionary <DataSourceParam, string> info) : base(simulator, info)
{
}
/// <summary>
/// Set algorithm-specific registry value.
/// </summary>
/// <param name="algo">algorithm with which the value is associated</param>
/// <param name="valueName">name of the value</param>
/// <param name="value">new value to be assigned</param>
public static void SetRegistryValue(this SimulatorCore algo, string valueName, object value)
{
SetRegistryValue(algo.Name, valueName, value);
}
/// <summary>
/// Create and initialize generic data updater object.
/// </summary>
/// <param name="simulator">parent simulator</param>
/// <param name="info">info dictionary</param>
protected DataUpdater(SimulatorCore simulator, Dictionary <DataSourceParam, string> info)
{
Simulator = simulator;
Info = info;
}
//----- object factory
#region static public DataUpdater New(SimulatorCore simulator, Dictionary<DataSourceValue, string> info)
/// <summary>
/// Factory method to create new data updater object, based on info dictionary.
/// </summary>
/// <param name="simulator">parent simulator</param>
/// <param name="info">info dictionary</param>
/// <returns>new data updater object</returns>
static public DataUpdater New(SimulatorCore simulator, Dictionary <DataSourceParam, string> info)
{
return(DataUpdaterCollection.New(simulator, info));
}